The properties of some covariance matrix estimators in linear models with AR(1) errors
| Year of publication: |
1984
|
|---|---|
| Authors: | Miyazaki, Shigetaka ; Griffiths, William E. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 14.1984, 4, p. 351-356
|
| Publisher: |
Elsevier |